scientific article; zbMATH DE number 1066382

zbMATH0907.60057MaRDI QIDQ4357571FDOQ4357571

Authors E. Iglói, Gy. Terdik

Publication date 18 February 1999

zbMATH Keywords

Gaussian processstochastic differential equationBrownian motionwhite noisebilinear modelnon-Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(5)

• On multivariate nonlinear regression models with stationary correlated errors
• Representation of the bilinear system output by multiple stochastic integrals
• Bilinear state systems on an unbounded time scale
• Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes
• Stochastic control systems with long-range dependent noise

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